+801.6%
WFC vs EW
+6,974.1%
-6,172.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | +1.5% | +1.0% | +0.4% | +1.2% |
| 3M | +10.9% | +2.8% | +8.1% | +9.9% |
| 6M | +8.4% | +5.5% | +2.9% | +6.7% |
| YTD | -1.9% | +5.5% | -7.3% | -3.6% |
| 1Y | +12.3% | +11.0% | +1.3% | +8.8% |
| 3Y | +132.3% | +17.7% | +114.6% | +114.3% |
| 5Y | +130.1% | -25.7% | +155.8% | +133.8% |
| 10Y | +134.4% | +132.8% | +1.6% | +77.7% |
| All | +801.6% | +6,974.1% | -6,172.5% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling